Theoretical value and delta of futures options for next trading session. Strike prices across the page, futures prices down the page. Volatilities with a plus or minus range from last value. NOV 08 LUMBER - CME OPTIONS Evaluation date: 06/09/08 Expiration date: 10/31/08 # days: 144 Futures last: 254.00 Implied volatility: 19.27% Interest rate: 1.83% | 300.00 | 280.00 | 260.00 | 240.00 | 220.00 | | Call Put | Call Put | Call Put | Call Put | Call Put | 262.00 @23.00% | 3.76 +19 41.49 -80| 8.16 +35 26.03 -65| 15.9 +55 13.95 -45| 27.8 +75 5.99 -25| 43.5 +89 1.89 -10| @21.00% | 2.90 +17 40.63 -83| 6.97 +33 24.84 -66| 14.6 +55 12.66 -45| 26.8 +76 4.97 -23| 43.0 +91 1.36 -8| @19.00% | 2.12 +14 39.85 -85| 5.80 +31 23.67 -69| 13.3 +55 11.36 -45| 25.8 +78 4.00 -21| 42.6 +93 0.90 -6| @17.00% | 1.45 +11 39.17 -88| 4.67 +28 22.54 -71| 12.0 +55 10.07 -45| 24.9 +80 3.07 -19| 42.2 +95 0.54 -5| @15.00% | 0.88 +8 38.61 -91| 3.59 +25 21.46 -74| 10.7 +55 8.78 -45| 24.0 +83 2.22 -16| 42.0 +96 0.28 -3| 261.00 @23.00% | 3.57 +18 42.29 -81| 7.82 +34 26.69 -66| 15.3 +54 14.40 -46| 27.0 +74 6.24 -26| 42.7 +89 1.99 -10| @21.00% | 2.74 +16 41.46 -83| 6.64 +32 25.51 -67| 14.1 +53 13.11 -46| 26.0 +75 5.21 -24| 42.1 +91 1.44 -9| @19.00% | 1.99 +13 40.71 -86| 5.50 +30 24.36 -70| 12.8 +53 11.82 -46| 25.0 +77 4.21 -22| 41.6 +93 0.97 -7| @17.00% | 1.34 +10 40.06 -89| 4.39 +27 23.25 -72| 11.5 +53 10.52 -46| 24.1 +79 3.27 -20| 41.2 +94 0.59 -5| @15.00% | 0.81 +8 39.52 -92| 3.34 +24 22.20 -75| 10.2 +53 9.23 -46| 23.2 +82 2.39 -17| 41.0 +96 0.31 -3| 260.00 @23.00% | 3.39 +18 43.10 -81| 7.49 +33 27.35 -67| 14.8 +52 14.86 -47| 26.3 +73 6.50 -26| 41.8 +88 2.10 -11| @21.00% | 2.58 +15 42.29 -84| 6.33 +31 26.19 -69| 13.5 +52 13.57 -47| 25.3 +74 5.45 -25| 41.2 +90 1.53 -9| @19.00% | 1.86 +13 41.57 -87| 5.21 +29 25.06 -71| 12.2 +52 12.28 -47| 24.2 +76 4.44 -23| 40.7 +92 1.04 -7| @17.00% | 1.24 +10 40.95 -89| 4.12 +26 23.98 -73| 10.9 +52 10.99 -48| 23.3 +78 3.47 -21| 40.3 +94 0.64 -5| @15.00% | 0.73 +7 40.44 -92| 3.10 +23 22.96 -76| 9.70 +52 9.70 -48| 22.4 +81 2.57 -18| 40.0 +96 0.34 -3| 259.00 @23.00% | 3.22 +17 43.92 -82| 7.17 +32 28.02 -68| 14.3 +51 15.34 -48| 25.6 +72 6.77 -27| 40.9 +88 2.21 -11| @21.00% | 2.43 +15 43.14 -85| 6.03 +30 26.88 -70| 13.0 +51 14.05 -48| 24.5 +73 5.70 -26| 40.3 +90 1.62 -10| @19.00% | 1.73 +12 42.44 -87| 4.93 +27 25.77 -72| 11.7 +51 12.76 -49| 23.5 +75 4.67 -24| 39.8 +92 1.11 -8| @17.00% | 1.14 +9 41.84 -90| 3.87 +25 24.72 -75| 10.4 +50 11.47 -49| 22.5 +77 3.69 -22| 39.4 +94 0.69 -6| @15.00% | 0.67 +6 41.37 -93| 2.88 +22 23.73 -78| 9.19 +50 10.18 -49| 21.6 +80 2.76 -19| 39.1 +96 0.38 -4| 258.00 @23.00% | 3.05 +16 44.75 -83| 6.85 +31 28.70 -68| 13.8 +50 15.82 -49| 24.9 +71 7.04 -28| 40.0 +87 2.33 -12| @21.00% | 2.29 +14 43.99 -85| 5.74 +29 27.58 -71| 12.5 +50 14.54 -49| 23.8 +73 5.97 -27| 39.4 +89 1.72 -10| @19.00% | 1.62 +11 43.32 -88| 4.66 +26 26.50 -73| 11.2 +49 13.25 -50| 22.7 +74 4.92 -25| 38.9 +91 1.19 -8| @17.00% | 1.05 +9 42.75 -91| 3.63 +24 25.47 -76| 9.98 +49 11.97 -50| 21.7 +76 3.91 -23| 38.4 +93 0.75 -6| @15.00% | 0.60 +6 42.30 -93| 2.67 +20 24.51 -79| 8.70 +48 10.69 -51| 20.8 +79 2.96 -21| 38.1 +95 0.42 -4| 257.00 @23.00% | 2.89 +16 45.58 -83| 6.55 +30 29.39 -69| 13.3 +49 16.31 -50| 24.2 +70 7.33 -29| 39.1 +87 2.45 -12| @21.00% | 2.15 +13 44.84 -86| 5.45 +28 28.29 -72| 12.0 +49 15.04 -51| 23.1 +72 6.24 -28| 38.5 +89 1.82 -11| @19.00% | 1.51 +11 44.20 -89| 4.40 +25 27.23 -74| 10.7 +48 13.76 -51| 22.0 +73 5.18 -26| 38.0 +91 1.27 -9| @17.00% | 0.97 +8 43.66 -91| 3.40 +23 26.23 -77| 9.50 +47 12.48 -52| 21.0 +75 4.15 -24| 37.5 +93 0.82 -7| @15.00% | 0.55 +5 43.24 -94| 2.47 +19 25.31 -80| 8.23 +47 11.20 -53| 20.0 +77 3.17 -22| 37.1 +95 0.46 -4| 256.00 @23.00% | 2.73 +15 46.42 -84| 6.26 +29 30.08 -70| 12.8 +48 16.82 -51| 23.5 +69 7.62 -30| 38.3 +86 2.58 -13| @21.00% | 2.02 +13 45.71 -87| 5.18 +27 29.01 -72| 11.5 +48 15.55 -52| 22.4 +71 6.52 -29| 37.6 +88 1.93 -11| @19.00% | 1.40 +10 45.09 -89| 4.15 +24 27.98 -75| 10.3 +47 14.28 -52| 21.3 +72 5.44 -27| 37.1 +90 1.36 -9| @17.00% | 0.89 +8 44.57 -92| 3.18 +21 27.01 -78| 9.04 +46 13.01 -53| 20.2 +74 4.40 -25| 36.6 +92 0.88 -7| @15.00% | 0.49 +5 44.18 -94| 2.29 +18 26.11 -81| 7.77 +45 11.74 -54| 19.2 +76 3.40 -23| 36.2 +94 0.51 -5| 255.00 @23.00% | 2.59 +15 47.26 -85| 5.97 +28 30.79 -71| 12.3 +47 17.34 -52| 22.8 +68 7.93 -31| 37.4 +86 2.71 -14| @21.00% | 1.90 +12 46.57 -87| 4.92 +26 29.74 -73| 11.1 +46 16.07 -53| 21.7 +70 6.81 -30| 36.7 +88 2.05 -12| @19.00% | 1.30 +10 45.98 -90| 3.91 +23 28.73 -76| 9.84 +46 14.81 -54| 20.6 +71 5.72 -28| 36.2 +90 1.46 -10| @17.00% | 0.82 +7 45.49 -92| 2.97 +20 27.79 -79| 8.58 +45 13.55 -55| 19.5 +73 4.66 -27| 35.7 +92 0.96 -7| @15.00% | 0.44 +5 45.12 -95| 2.11 +17 26.93 -82| 7.33 +43 12.29 -56| 18.5 +75 3.63 -24| 35.3 +94 0.56 -5| 254.00 @23.00% | 2.44 +14 48.11 -85| 5.70 +27 31.51 -72| 11.9 +46 17.86 -53| 22.1 +67 8.24 -32| 36.6 +85 2.85 -14| @21.00% | 1.78 +12 47.45 -88| 4.66 +25 30.48 -74| 10.6 +45 16.60 -54| 21.0 +69 7.12 -31| 35.9 +87 2.17 -12| @19.00% | 1.21 +9 46.88 -90| 3.68 +22 29.50 -77| 9.39 +44 15.35 -55| 19.9 +70 6.01 -29| 35.3 +89 1.56 -10| @17.00% | 0.75 +7 46.42 -93| 2.77 +19 28.58 -80| 8.14 +43 14.10 -56| 18.8 +72 4.93 -28| 34.7 +91 1.03 -8| @15.00% | 0.40 +4 46.07 -95| 1.94 +16 27.76 -83| 6.90 +42 12.86 -58| 17.7 +74 3.88 -26| 34.3 +94 0.61 -6| 253.00 @23.00% | 2.31 +13 48.97 -86| 5.43 +26 32.23 -73| 11.4 +45 18.40 -54| 21.4 +66 8.57 -33| 35.7 +84 2.99 -15| @21.00% | 1.67 +11 48.33 -88| 4.42 +24 31.23 -75| 10.2 +44 17.15 -55| 20.3 +67 7.43 -32| 35.0 +86 2.29 -13| @19.00% | 1.12 +9 47.79 -91| 3.47 +21 30.27 -78| 8.96 +43 15.91 -56| 19.2 +69 6.31 -31| 34.4 +88 1.66 -11| @17.00% | 0.68 +6 47.35 -93| 2.58 +18 29.39 -81| 7.72 +42 14.67 -58| 18.1 +70 5.21 -29| 33.8 +91 1.12 -9| @15.00% | 0.36 +4 47.02 -95| 1.79 +15 28.59 -84| 6.49 +40 13.44 -59| 17.0 +72 4.15 -27| 33.4 +93 0.67 -6| 252.00 @23.00% | 2.18 +13 49.83 -87| 5.17 +25 32.97 -74| 11.0 +44 18.95 -55| 20.8 +65 8.90 -34| 34.9 +84 3.14 -15| @21.00% | 1.56 +10 49.22 -89| 4.19 +23 31.98 -76| 9.77 +43 17.71 -56| 19.6 +66 7.75 -33| 34.1 +86 2.42 -14| @19.00% | 1.04 +8 48.70 -91| 3.26 +20 31.06 -79| 8.53 +42 16.48 -58| 18.5 +68 6.62 -32| 33.5 +88 1.77 -11| @17.00% | 0.63 +6 48.28 -94| 2.40 +17 30.20 -82| 7.31 +40 15.25 -59| 17.4 +69 5.51 -30| 32.9 +90 1.21 -9| @15.00% | 0.32 +4 48.00 -96| 1.64 +14 29.44 -85| 6.10 +39 14.04 -61| 16.3 +71 4.42 -28| 32.5 +92 0.74 -7| 251.00 @23.00% | 2.05 +12 50.70 -87| 4.92 +25 33.71 -75| 10.5 +43 19.51 -56| 20.1 +64 9.24 -35| 34.0 +83 3.30 -16| @21.00% | 1.46 +10 50.11 -89| 3.96 +22 32.75 -77| 9.34 +42 18.28 -58| 19.0 +65 8.09 -34| 33.3 +85 2.56 -14| @19.00% | 0.96 +8 49.61 -92| 3.06 +19 31.85 -80| 8.12 +40 17.06 -59| 17.8 +66 6.94 -33| 32.6 +87 1.89 -12| @17.00% | 0.57 +5 49.22 -94| 2.23 +16 31.03 -83| 6.91 +39 15.85 -60| 16.7 +68 5.82 -32| 32.0 +89 1.30 -10| @15.00% | 0.29 +3 49.00 -96| 1.51 +13 30.30 -86| 5.72 +37 14.66 -62| 15.6 +69 4.71 -30| 31.5 +92 0.81 -7| 250.00 @23.00% | 1.93 +12 51.57 -88| 4.68 +24 34.46 -76| 10.1 +42 20.07 -57| 19.5 +63 9.60 -36| 33.2 +82 3.47 -17| @21.00% | 1.37 +9 51.00 -90| 3.74 +21 33.53 -78| 8.93 +41 18.86 -59| 18.3 +64 8.43 -35| 32.4 +84 2.71 -15| @19.00% | 0.89 +7 50.53 -92| 2.87 +19 32.65 -81| 7.73 +39 17.65 -60| 17.2 +65 7.28 -34| 31.8 +86 2.02 -13| @17.00% | 0.52 +5 50.16 -94| 2.07 +16 31.86 -84| 6.53 +37 16.46 -62| 16.0 +66 6.14 -33| 31.1 +89 1.40 -10| @15.00% | 0.26 +3 50.00 -96| 1.38 +12 31.16 -87| 5.36 +35 15.29 -64| 14.9 +68 5.02 -31| 30.6 +91 0.88 -8| 249.00 @23.00% | 1.82 +11 52.45 -88| 4.45 +23 35.22 -76| 9.73 +41 20.65 -59| 18.9 +62 9.96 -37| 32.4 +82 3.64 -18| @21.00% | 1.27 +9 51.91 -90| 3.53 +20 34.31 -79| 8.53 +39 19.45 -60| 17.7 +63 8.79 -36| 31.6 +84 2.86 -16| @19.00% | 0.82 +7 51.46 -93| 2.69 +18 33.46 -82| 7.34 +38 18.26 -61| 16.5 +64 7.63 -35| 30.9 +86 2.15 -14| @17.00% | 0.47 +5 51.11 -95| 1.92 +15 32.70 -85| 6.17 +36 17.09 -63| 15.4 +65 6.48 -34| 30.3 +88 1.51 -11| @15.00% | 0.23 +3 51.00 -97| 1.26 +11 32.04 -88| 5.01 +34 15.93 -65| 14.2 +66 5.34 -33| 29.7 +91 0.97 -9| 248.00 @23.00% | 1.71 +11 53.34 -89| 4.22 +22 35.99 -77| 9.33 +40 21.25 -60| 18.2 +61 10.33 -38| 31.6 +81 3.82 -18| @21.00% | 1.19 +8 52.81 -91| 3.34 +20 35.10 -80| 8.14 +38 20.06 -61| 17.1 +62 9.16 -37| 30.8 +83 3.02 -16| @19.00% | 0.76 +6 52.38 -93| 2.52 +17 34.29 -82| 6.97 +37 18.88 -63| 15.9 +63 7.99 -37| 30.0 +85 2.29 -14| @17.00% | 0.43 +4 52.06 -95| 1.78 +14 33.55 -85| 5.81 +35 17.73 -65| 14.7 +64 6.83 -36| 29.4 +87 1.63 -12| @15.00% | 0.20 +2 52.00 -97| 1.15 +11 32.92 -89| 4.68 +32 16.60 -67| 13.6 +65 5.68 -34| 28.8 +90 1.06 -9| 247.00 @23.00% | 1.61 +10 54.23 -89| 4.01 +21 36.77 -78| 8.94 +39 21.85 -61| 17.6 +60 10.72 -39| 30.8 +80 4.00 -19| @21.00% | 1.11 +8 53.73 -91| 3.14 +19 35.91 -81| 7.77 +37 20.67 -62| 16.4 +61 9.54 -39| 29.9 +82 3.19 -17| @19.00% | 0.70 +6 53.32 -93| 2.35 +16 35.11 -83| 6.61 +35 19.52 -64| 15.3 +61 8.36 -38| 29.2 +84 2.43 -15| @17.00% | 0.39 +4 53.01 -95| 1.65 +13 34.41 -86| 5.47 +33 18.38 -66| 14.1 +62 7.19 -37| 28.5 +87 1.75 -13| @15.00% | 0.18 +2 53.00 -97| 1.05 +10 33.81 -89| 4.37 +31 17.28 -69| 12.9 +63 6.03 -36| 27.9 +89 1.15 -10| 246.00 @23.00% | 1.51 +10 55.12 -90| 3.80 +20 37.56 -79| 8.56 +38 22.46 -62| 17.0 +59 11.12 -40| 30.0 +80 4.20 -20| @21.00% | 1.03 +7 54.64 -92| 2.96 +18 36.72 -81| 7.40 +36 21.30 -63| 15.8 +60 9.93 -40| 29.1 +81 3.36 -18| @19.00% | 0.64 +5 54.25 -94| 2.20 +15 35.95 -84| 6.26 +34 20.16 -65| 14.7 +60 8.75 -39| 28.4 +83 2.59 -16| @17.00% | 0.35 +4 54.00 -96| 1.52 +12 35.28 -87| 5.15 +32 19.05 -67| 13.5 +61 7.57 -39| 27.6 +86 1.88 -13| @15.00% | 0.16 +2 54.00 -97| 0.95 +9 34.71 -90| 4.07 +29 17.97 -70| 12.3 +62 6.40 -38| 27.0 +88 1.26 -11| Copyright, Barchart.com (312)-554-8122 http://www.barchart.com